Hypothetical capital of CCP
Reference date: April 1, 2024
   
Currency RUB
Units 1 000 000

 

  FX and precious metals market Securities market Derivatives market Standardised OTC derivatives market
Hypothetical capital (KCCP) 8.63 4 383.90 49.81 26.32
C-factor 0.16% 47.81% 1.95% 1.49%
DFCM 3 300.00 2 270.00 1 060.00 770.00
DFCCP 2 600.00 6 900.00 * 1 500.00 1 000.00

*including additional dedicated CCP capital in amount of 3,5 billion RUB